Cabana Target Drawdown 5 ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.2625 | 5.99 | |
| 0.6690 | 4.54 | |
| 0.1369 | 0.64 | |
| 3.2093 | 0.68 | |
| 0.0000 | 0.00 | |
| 0.9577 | 13.75 |
Estimation Period:
Sep 17, 2020 to Nov 10, 2023
Sep 17, 2020 to Nov 10, 2023
News Impact Curve
Volatility Forecasts
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